Hello everyone,
I am using fgev from evd package to fitting my data with general extreme value distribution. The command I used is simple: y <- fgev(x). The error is "observed information matrix is singular;" How can I solve these problem. I tried all methods in optim and it did not work. I fixed values for scale, location and shape. This works, but I have lots of different dataset to fit, so is there any automatic ways to solve the error? Thanks!
jinrui, ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.